Introduction to probability
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| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Belmont, Mass.
Athena Scientific
2008
|
| Ausgabe: | 2. ed., 2. print. |
| Schriftenreihe: | Optimization and computation series
1 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV036956700 | ||
| 003 | DE-604 | ||
| 005 | 20200203 | ||
| 007 | t| | ||
| 008 | 110114s2008 xx d||| |||| 00||| eng d | ||
| 020 | |a 9781886529236 |9 978-1-886529-23-6 | ||
| 035 | |a (OCoLC)706968933 | ||
| 035 | |a (DE-599)BVBBV036956700 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-29T |a DE-824 |a DE-945 | ||
| 084 | |a QH 170 |0 (DE-625)141536: |2 rvk | ||
| 084 | |a SK 800 |0 (DE-625)143256: |2 rvk | ||
| 100 | 1 | |a Bertsekas, Dimitri P. |d 1942- |e Verfasser |0 (DE-588)171165519 |4 aut | |
| 245 | 1 | 0 | |a Introduction to probability |c Dimitri P. Bertsekas and John N. Tsitsiklis |
| 250 | |a 2. ed., 2. print. | ||
| 264 | 1 | |a Belmont, Mass. |b Athena Scientific |c 2008 | |
| 300 | |a XI, 528 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Optimization and computation series |v 1 | |
| 500 | |a Hier auch später erschienene, unveränderte Nachdrucke | ||
| 650 | 0 | 7 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Tsitsiklis, John N. |d 1958- |e Verfasser |0 (DE-588)170583996 |4 aut | |
| 830 | 0 | |a Optimization and computation series |v 1 |w (DE-604)BV035767764 |9 1 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020871658&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-020871658 | |
Datensatz im Suchindex
| _version_ | 1819725405345546240 |
|---|---|
| adam_text | Contents
1. Sample Space
and Probability
..............
p.
1
1-1.
Sets
.............................
p.
3
1.2.
Probabilistic Models
......................
p.
6
1.3.
Conditional Probability
...................
p.
18
1.4.
Total Probability Theorem and
Bayes
Rule
..........
p.
28
1.5.
Independence
........................
p.
34
1.6.
Counting
.........................
p.
44
1.7.
Summary and Discussion
..................
p.
51
Problems
..........................
p.
53
2.
Discrete Random Variables
..............
p.
71
2.1.
Basic Concepts
.......................
p.
72
2.2.
Probability Mass Functions
.................
p.
74
2.3.
Functions of Random Variables
................
p.
80
2.4.
Expectation, Mean, and Variance
...............
p.
81
2.5.
Joint PMFs of Multiple Random Variables
...........
p.
92
2.6.
Conditioning
........................
p.
97
2.7.
Independence
........................
p.
Ю9
2.8.
Summary and Discussion
..................
p.
Ц5
Problems
..........................
p.
119
3.
General Random Variables
..............
p.
139
3.1.
Continuous Random Variables and PDFs
...........
p.
140
3.2.
Cumulative Distribution Functions
..............
p.
148
3.3.
Normal Random Variables
..................
p.
153
3.4.
Joint PDFs of Multiple Random Variables
...........
p.
158
3.5.
Conditioning
.......................
p.
164
3.6.
The Continuous
Bayes
Rule
.................
p.
178
ix
x
Contents
3.7.
Summary and Discussion
..................
p.
182
Problems
..........................
p.
184
4.
Further Topics on Random Variables
..........
p:
201
4.1.
Derived Distributions
....................
p.
202
4.2.
Covariance and Correlation
.................
p.
217
4.3.
Conditional Expectation and Variance Revisited
........
p.
222
4.4.
Transforms
........................
p.
229
4.5.
Sum of a Random Number of Independent Random Variables
. .
p.
240
4.6.
Summary and Discussion
..................
p.
244
Problems
..........................
p.
246
5.
Limit Theorems
....................
p.
263
5.1.
Markov and Chebyshev Inequalities
..............
p.
265
5.2.
The Weak Law of Large Numbers
...............
p.
269
5.3.
Convergence in Probability
..................
p.
271
5.4.
The Central Limit Theorem
.................
p.
273
5.5.
The Strong Law of Large Numbers
..............
p.
280
5.6.
Summary and Discussion
..................
p.
282
Problems
..........................
p.
284
6.
The Bernoulli and
Poisson
Processes
...........
p.
295
6.1.
The Bernoulli Process
....................
p.
297
6.2.
The
Poisson
Process
....................
p.
309
6.3.
Summary and Discussion
..................
p.
324
Problems
..........................
p.
326
7.
Markov Chains
....................
p.
339
7.1.
Discrete-Time Markov Chains
................
p.
340
7.2.
Classification of States
....................
p.
346
7.3.
Steady-State Behavior
....................
p.
352
7.4.
Absorption Probabilities and Expected Time to Absorption
...
p.
362
7.5.
Continuous-Time Markov Chains
...............
p.
369
7.6.
Summary and Discussion
..................
p.
378
Problems
..........................
p.
380
8.
Bayesian Statistical Inference
..............
p.
407
8.1.
Bayesian Inference and the Posterior Distribution
.......
p.
412
8.2.
Point Estimation, Hypothesis Testing, and the MAP Rule
....
p.
420
8.3.
Bayesian Least Mean Squares Estimation
...........
p.
430
8.4.
Bayesian Linear Least Mean Squares Estimation
........
p.
437
Contents xi
8.5.
Summary and Discussion
..................
p.
444
Problems
..........................
p.
446
Classical Statistical Inference
..............
p.
459
9.1.
Classical Parameter Estimation
................
p.
462
9.2.
Linear Regression
......................
p.
477
9.3.
Binary Hypothesis Testing
..................
p.
486
9.4.
Significance Testing
.....................
p.
496
9.5.
Summary and Discussion
..................
p.
505
Problems
..........................
p.
507
Index
........................
p.
521
|
| any_adam_object | 1 |
| author | Bertsekas, Dimitri P. 1942- Tsitsiklis, John N. 1958- |
| author_GND | (DE-588)171165519 (DE-588)170583996 |
| author_facet | Bertsekas, Dimitri P. 1942- Tsitsiklis, John N. 1958- |
| author_role | aut aut |
| author_sort | Bertsekas, Dimitri P. 1942- |
| author_variant | d p b dp dpb j n t jn jnt |
| building | Verbundindex |
| bvnumber | BV036956700 |
| classification_rvk | QH 170 SK 800 |
| ctrlnum | (OCoLC)706968933 (DE-599)BVBBV036956700 |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2. ed., 2. print. |
| format | Book |
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| id | DE-604.BV036956700 |
| illustrated | Illustrated |
| indexdate | 2024-12-24T00:17:43Z |
| institution | BVB |
| isbn | 9781886529236 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020871658 |
| oclc_num | 706968933 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-29T DE-824 DE-945 |
| owner_facet | DE-355 DE-BY-UBR DE-29T DE-824 DE-945 |
| physical | XI, 528 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Athena Scientific |
| record_format | marc |
| series | Optimization and computation series |
| series2 | Optimization and computation series |
| spellingShingle | Bertsekas, Dimitri P. 1942- Tsitsiklis, John N. 1958- Introduction to probability Optimization and computation series Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd |
| subject_GND | (DE-588)4079013-7 |
| title | Introduction to probability |
| title_auth | Introduction to probability |
| title_exact_search | Introduction to probability |
| title_full | Introduction to probability Dimitri P. Bertsekas and John N. Tsitsiklis |
| title_fullStr | Introduction to probability Dimitri P. Bertsekas and John N. Tsitsiklis |
| title_full_unstemmed | Introduction to probability Dimitri P. Bertsekas and John N. Tsitsiklis |
| title_short | Introduction to probability |
| title_sort | introduction to probability |
| topic | Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd |
| topic_facet | Wahrscheinlichkeitstheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020871658&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV035767764 |
| work_keys_str_mv | AT bertsekasdimitrip introductiontoprobability AT tsitsiklisjohnn introductiontoprobability |